-20.1%
ROL vs MSTU
-92.2%
+72.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.0% | +7.6% | +2.6% |
| 7D | +3.0% | -25.8% | +28.8% | +3.0% |
| 30D | +19.8% | -43.9% | +63.6% | +19.8% |
| 3M | +7.9% | +2.9% | +5.0% | +7.8% |
| 6M | -25.6% | -75.5% | +49.9% | -25.7% |
| YTD | -34.1% | -76.7% | +42.6% | -34.2% |
| 1Y | -31.4% | -88.9% | +57.6% | -31.4% |
| All | -20.1% | -92.2% | +72.1% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MSTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling